Repeat 4-6 steps to observe the behavior. Every second load of the first scene, texture loads normally;

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This is by design. Windows Store and Windows Phone apps must keep references to MonoBehaviours and ScriptableObjects directly. To catch this error pass -enableWarningsIncorrectlyUnloadedAssets command line option (works on WSA but not WP8). Then you'll get a list of objects you need to fix.